Good video. Remember to tie to the existing paragraph styles. You do not need to use the built-in heading styles, although they can be used and are good for it. Why use Microsoft Word’s built-in heading styles? by Shauna Kelly

Here are a couple more good videos. I would suggest watching all three.

• Hierarchical Outline numbering for Microsoft Word Documents - YouTube
• Microsoft Word: Using styles for lists (Part 3: multi-level list styles) - YouTube